WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 328,791
COMMITMENTS
73,075 66,417 54,576 173,693 156,993 301,344 277,986 27,447 50,805
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -6,864)
-3,974 -5,059 -1,136 -2,509 834 -7,619 -5,361 755 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 20.2 16.6 52.8 47.7 91.7 84.5 8.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
95 111 128 60 99 246 287
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,157,404
COMMITMENTS
314,894 115,559 169,929 562,446 663,110 1047269 948,598 110,135 208,806
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -39,381)
1,421 -4,000 -2,633 -20,349 -15,942 -21,561 -22,575 -17,820 -16,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 10.0 14.7 48.6 57.3 90.5 82.0 9.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 788)
180 157 192 232 349 518 646
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,038
COMMITMENTS
3,115 1,174 432 9,027 11,536 12,574 13,142 2,464 1,896
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -654)
456 106 -166 -274 153 16 93 -670 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 7.8 2.9 60.0 76.7 83.6 87.4 16.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 8 5 18 16 39 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 390,464
COMMITMENTS
119,378 45,527 54,125 175,250 218,262 348,753 317,914 41,711 72,550
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -2,028)
-285 2,797 -745 -1,359 -2,182 -2,389 -130 361 -1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 11.7 13.9 44.9 55.9 89.3 81.4 10.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
142 109 105 90 178 288 360
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,924
COMMITMENTS
17,893 3,896 1,179 3 3,332 19,075 8,407 2,849 13,517
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -104)
53 -94 -55 1 26 -1 -123 -103 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.6 17.8 5.4 0.0 15.2 87.0 38.3 13.0 61.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 9 8 1 10 13 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,561
COMMITMENTS
30,400 22,823 52,989 152,083 162,097 235,472 237,909 20,089 17,652
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -899)
-347 4,496 287 1,619 -3,712 1,559 1,071 -2,458 -1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 8.9 20.7 59.5 63.4 92.1 93.1 7.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
43 42 61 68 63 151 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 863,132
COMMITMENTS
104,301 169,702 5,766 627,464 517,907 737,531 693,375 125,601 169,757
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 10,302)
-9,008 360 2,142 10,411 1,693 3,545 4,195 6,757 6,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.7 0.7 72.7 60.0 85.4 80.3 14.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
28 50 20 66 81 105 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,493
COMMITMENTS
42,587 5,371 19,349 84,814 135,046 146,750 159,766 27,743 14,727
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -7,937)
-1,189 -540 -1,936 -2,547 -3,862 -5,672 -6,338 -2,265 -1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 3.1 11.1 48.6 77.4 84.1 91.6 15.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
51 14 40 71 70 141 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,059
COMMITMENTS
2,396 1,376 673 7,144 8,517 10,213 10,566 1,846 1,493
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -453)
220 9 51 -770 -632 -499 -572 46 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 11.4 5.6 59.2 70.6 84.7 87.6 15.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 9 6 22 18 38 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 930,109
COMMITMENTS
176,384 199,037 22,174 610,136 608,268 808,694 829,479 121,415 100,630
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 29,495)
20,670 -31,228 11,598 -6,217 35,202 26,051 15,572 3,444 13,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 21.4 2.4 65.6 65.4 86.9 89.2 13.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
43 43 26 82 101 137 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,904,192
COMMITMENTS
260,535 323,582 84,142 1206941 1101116 1551618 1508840 352,574 395,352
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 40,672)
3,370 -5,205 21,117 -5,748 759 18,739 16,671 21,933 24,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 17.0 4.4 63.4 57.8 81.5 79.2 18.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 65 48 104 118 183 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,618,544
COMMITMENTS
452,457 222,437 17,769 890,525 1150492 1360751 1390698 257,793 227,846
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 25,132)
9,254 11,996 1,750 13,256 14,624 24,260 28,370 872 -3,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 13.7 1.1 55.0 71.1 84.1 85.9 15.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
48 38 18 85 89 141 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 595,620
COMMITMENTS
239,018 30,634 39,669 274,258 486,703 552,945 557,006 42,675 38,614
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 15,069)
-9,798 -7,394 14,621 9,191 3,678 14,014 10,905 1,055 4,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 5.1 6.7 46.0 81.7 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
38 15 26 55 47 104 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,220
COMMITMENTS
15,409 15,082 1,058 14,718 10,688 31,185 26,828 4,035 8,392
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 264)
-125 1,022 -213 401 -572 63 237 201 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 42.8 3.0 41.8 30.3 88.5 76.2 11.5 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 18 8 15 9 39 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,940
COMMITMENTS
49,219 51,877 1,574 48,941 50,555 99,734 104,006 19,206 14,934
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,119)
1,317 14,720 -1,421 2,476 -9,223 2,372 4,076 1,747 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 43.6 1.3 41.1 42.5 83.9 87.4 16.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
46 49 16 26 25 79 83
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,493
COMMITMENTS
13,043 9,085 998 39,395 42,559 53,436 52,642 57 851
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,984)
-1,758 -372 205 -451 -2,470 -2,004 -2,637 20 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 17.0 1.9 73.6 79.6 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 14 3 15 12 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 62,276
COMMITMENTS
20,318 2,993 187 41,648 58,760 62,153 61,940 123 336
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 3,275)
1,789 1,344 0 1,374 1,857 3,163 3,201 112 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 4.8 0.3 66.9 94.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 1 10 10 15 20
Updated August 22, 2008